A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
W ALTER L ITTMAN
Boundary control theory for hyperbolic and parabolic partial differential equations with constant coefficients
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 4
esérie, tome 5, n
o3 (1978), p. 567-580
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Boundary Theory Hyperbolic
and Parabolic Partial Differential Equations
with Constant Coefficients (*).
WALTER LITTMAN
(**)
~
dedicated to Hans
Lewy
1. -
Introduction.
Suppose
we have awell-posed initial-boundary
valueproblem
for ahyperbolic
orparabolic equation
Lu = 0 in acylindrical
domain D = D XX[0, oo),
where D is a bounded domain in Rn. One basicproblem
ofboundary
controltheory
is that ofnull-controllability: given
initial data in D at t =0,
can this data besupplemented
withappropriate
non-homo-geneous time
dependent boundary data, prescribed
on the lateralboundary
of
S~,
such that the solution of theresulting
initialboundary
valueproblem
will vanish for t > T?
Furthermore,
how small can T be chosen? For thewave
equation,
the heatequation
and moregeneral
second orderequations
this
problem
has been treatedby Russell [9], Fattorini [2], Seidman [10]
and others. For additional references see these works.
The
present
work was to alarge
extentinspired by
two sources, whichwe are
happy
toacknowledge:
A number of very instructive conversations with L. Markus whichacquainted
us with the basicproblems
and workdone in the area;
secondly,
a lecturegiven by
Frank Jones in November1973,
the
subject
of which we shall describeshortly.
Once instance where the
problem
ofboundary
controltheory
has a ratherstraight-forward
solution is the waveequation
in an odd number of space(*) Partially supported by
NSF Grant MCS 76-05853 theUniversity
of Min-nesota.
(**) University
of Minnesota, School of Mathematics,Minneapolis,
Minnesota.Pervenuto alla Redazione il 28
Luglio
1977.dimensions
greater
than one.(See
Russell[9]).
Onesimply
extends the initial data outside D withsupport
in aslightly larger set,
andproceeds
to solve the pure initial value
problem
with this data. Since the Riemann function for thisproblem
hassupport
on the surface of a(forward)
cone(Huygen’s principle),
the solution restricted to ,~ will vanish for t >T,
where T can be determined from the
geometry
of D. Theappropriate boundary
data for the controlproblem
is thensimply
read off from thesolution determined as described above. Let us note that this
procedure
workswhenever the Riemann function has an
appropriate
lacuna.Frank Jones’ result
[7],
alluded toearlier,
consists inconstructing
afundamental solution to the heat
equation
which canplay
the same rolein the
boundary
controlproblem
for the heatequation
that theordinary
Riemann function
plays
for the(odd
spacedimensional)
waveequation-a
role for which the
ordinary
fundamental solution of the heatequation
isnot suited. Jones constructs a fundamental solution with
support
in 0with s > 0
arbitrary.
The methods
just
described have severaladvantages.
One is that theboundary
controlproblem
is solved once and for all without reference to anyspecific
initialboundary
valueproblem.
Another is that one needonly
have
uniqueness
for the mixedproblem.
The existence of a solution to the controlproblem
is a consequence of theprocedure. (Uniqueness
of the solu- tion of the controlproblem
is not asserted here andis,
ingeneral,
not validunder our
hypotheses.)
A thirdadvantage
of theprocedure
is that it is not restricted tocylindrical
domains.We
briefly
describe the content in the remainder of the paper. Section 2 reviews someelementary
facts abouthyperbolic operators
for n = 1. Insection 3 we treat the
boundary
controlproblem
forstrictly hyperbolic equations
in one space variable(which curiously enough,
is notquite
asimmediate as the case n
odd > 1).
We dwell atgreater length
on the onedimensional case than
might
seem necessarymainly
because the basis of the method is encountered herealready.
In section four we use aplane
wave
decomposition
to treat the n dimensionalhyperbolic
case. Sectionfive deals with a’
parabolic equation
in onedimension,
while sectionsix
deals with the n-dimensional case,
again
via aplane
wavedecomposition.
The main theorem for the
parabolic
case is stated at the end of thatsection.
This paper
emphasizes
methods andqualitative
results.Thus,
for thesake of
simplifying proofs,
we assume stricthyperbolicity, although
resultscontinue to hold for
general hyperbolic operators
with constant coefficients withslight
modifications in theproofs.
We are also content withstating
all results in the context of C°°
functions,
at least in thehyperbolic
case.We intend to discuss estimates in Sobolev norms
(for
thehyperbolic case),
more
general equations,
variable coefficients and otheraspects
of theproblem
at another time.
The
subject
of this paper waspresented
at the Conference on Partial DifferentialEquations
held atOberwolfach,
March 1975.2. - Some
elementary
factsconcerning hyperbolic equations
in one space dimension.. We first treat the case of a
strictly hyperbolic operator corresponding
to a
homogeneous polynomial (i. e.,
with no lower orderterms)
where we assume
that a 0 0,
the a’s are realand,
for the sake ofsimplicity,
distinct. The differential
operator t
=a(a/ax) -f- alat represents
a directional derivative in the direction(oc, 1)
and has two fundamentalsolutions,
g- and g+,i.e.,
solutions to theequation £g = (x) b(t),
bothbeing
measureswith
support
on the line at = x; g+vanishing
fornegative t,
g- forposi-
tive t.
Both
represent signals propagating
withvelocity
ce andbeginning
orending
at x =0,
t = 0.Let us assume that none of the cxi
vanish, i.e.,
there is no zerovelocity
of
propagation.
Then wegain complete symmetry
between the x and t variables. Moreover eachoperator ~i
=-~- a/at
will have two fun-damental solutions each of which can be
uniquely
determinedby specifying support
either in the upper or lower(closed)
halfplane--or alternately,
in the
right
or left halfplane. Convoluting
the fundamental solutionsfor Li
with
support
in the(upper, lower, right, left)
halfplane
weobtain, apart
from a constant
factor,
a fundamental solution(G+, G_, GR, G,)
to theoperator
L withsupport
in that halfplane.
The actualsupport
ofG+
isthe sector in the upper half
plane
boundedby
the two lines(passing through
the
origin) corresponding
to thealgebraically
lowest andhighest velocity
of
propagation; min ai
and max aii.Letting
we see thatGR(GL)
will have
support
in the sector in theright (left)
halfplane
boundedby
the rays
corresponding
to thealgebraically
lowest andhighest reciprocal velocity: i.e., min Ai
and maxÂi.
It will be ofimportance
to us to noticethat if we
let X
=max
then thesupport
ofGR(GL)
is contained in theintersection of the set
X
with theright (left)
halfplane.
Next we consider
operators
with lower order termswhere
Q(~, 7:)
is apolynomial
withcomplex
coefficients ofdegree
m.L has four fundamental
solutions,
y which weagain
denoteby Gt, GR, GL, having
the samesupports
as those forP m(D).
Furthermore these will varycontinuously
with the coefficients of theoperator,
aslong
as thespeeds
ofpropagation
remainseparated.
3. - The
hyperbolic
case, n =1.Let L =
P(Dx, Dt)
be astrictly hyperbolic operator (n = 1 ),
and let5 be the
reciprocal
of the slowestspeed
ofpropagation,
=1/min
THEOREM 1. Let C°°
Cauchy
data beprescribed
at t = 0 in the closed in- terval1
on the x axis. Then there exist 000 solution v to Lv = 0 in1
X[0, 00), assuming
thisCauchy data, vanishing for
t >T 1,
whereT 1
is any numberexceeding To =-
diameter1
We recall that
by C°°(I) (for
a closed intervalÏ)
we mean functionsextendable to C°° in a
larger
interval.PROOF. Extend the initial data to a
Co
function withsupport
in aslightly larger
interval1,
contained in an sneighborhood
ofI,
and solvethe
equation
Luc = 0 with the extendedCauchy
data for all - oo x ~ oo, Call the solution u. Letcp(t)
be a C°° functionequal
to one forand zero for
t ~ 2 .~’1-~- E,
and setL(ugg)
If m denotes the
mid-point
ofI,
let W be a C°° functionequal
to onefor and zero for
x>m+8,
and setand
« *)}
denoting involution, and G, and GR
the fundamental solutions described in the last section. For 8sufficiently
small(which
we now sochoose) ~IL
and
U R
are C°° and each vanish inneighborhoods
of the sets(This
is of course a consequence of the estimates of thesupports
ofGL
andG,
of the
previous section.)
Hence the sum TI = doesalso,
and more-over satisfies
Lu = f. Next,
set We haveZv = 0,
v agrees with u near t =
0,
has theoriginally assigned Cauchy
data inI,
and vanishes for Hence it is a desired solution.
4. - The n dimensional
hyperbolic
case.We shall
accomplish
the transition from one to several space dimen- sionsby
a standard device-aplane
wavedecomposition.
To thataffect,
let us recall some basic facts
concerning
suchdecompositions,
as describedfor
example by Ludwig [8].
For/e8(.B") (S
is the Schwartz space ofrapidly decreasing
C°°functions)
the Radon transform is definedby
where c~ is a unit vector and
represents 11, -
1 dimensional surface area,oo.
For g = g(s, w)
define.H
denoting
the(one dimensional)
Hilbert transform. Then aplane
wavedecomposition
is
accomplished by setting
If
f belongs
to then isinfinitely
differentiable in s and c~. Inour
applications
thefunction
willdepend
on anotherparameter, t,
andpart
of the last statement has a morequantitative
version:Here v and y are
integers depending
on the dimensionn; k
is anarbitrary
non
negative integer;
the maximum on the left is taken over all s E .R1 while the one on theright
is taken over all x E Rn. Both maxima may also be taken over the same closed t interval. « Const. >>depends only
on n.We are now
ready
to treat the case of astrictly hyperbolic operator
with constant coefficients in n-space dimensions. Let L =be such an
operator,
and D a bounded domain in Rn. For each(spacial)
direction w
(i.e.,
unit vector inx-space)
let.
denote thereciprocal
of theslowest
speed
ofpropagation
in the (o direction. Letdm
be the diameter of thew-projection
ofD, i.e.,
Dprojected
on a lineparallel
to the a) vector.Let
To =
sup~,~, ~ do.
m
THEOREM 2. Given
assigned
000Cauchy
data at t = 0 onD (which
can beextended as 000
f unctions
in aneighborhood of D) ;
thenfor
eachTx > T,
thereexists a solutions v to Lv = 0 in
D X ~t
>0} assuming
theprescribed Cauchy
data in
D
andvanishing in (Note:
D = closure ofD.)
PROOF. Let us extend the
Cauchy
data so as to be C°° and havesupport
in an 8
neighborhood
ofD,
and let us solve theresulting Cauchy problem
inall of
jR"x(00), calling
the solution u. LetPI
be as in the statement of the theorem andlet,
asbefore,
where is a C°° function such that
For each unit vector co let
i.e.,
the roprojection
ofD,
and let m. denote the midpoint
of1w.
LetW(s)
be such that
and set.
be the
plane
wavedecomposition of f,
and letWe note that
where
Dt)
is astrictly hyperbolic operator
in s, t spacedepending
in a C°° way of (o,
having
the stricthyperbolicity
maintaineduniformly
with
respect
to co. As a matter offact,
thepolynomial Pw(a, 7:)
isnothing
else but the
polynomial P(~, 7:)
restricted to the2-plane in ~
- r space which contains the t-axis and the OJvector,
with a =~.
From the case n = 1 we know that the
operator Dt)
=Lro
has fundamental solutionswith
supports
contained in the sets(respectively),
where5m
is the maximalreciprocal propagation speed
forZo.
Letting
(with
convolutions carried out in s - tspace)
we notice that these func- tions are Cooin s, t,
w andsatisfy
hence
(and
the same with « R»),
with thesupports
ofU WL
andU WR
both con- 37 - Annali della Scuola Sup. di Pisatained in a
neighborhood S’
of the setMoreover
~5~, approaches Sm
as E - 0. A moment’s reflection shows that for esufficiently
small(which
we now sochoose),
the setS,
is boundedaway from the sets
and hence from the sets
1-1 ’I.
and
which are contained in the above sets
(respectively).
It follows that thesupports
ofUroL
andUWR
both are bounded away from(*)
and(~~),
uni-formly
inHence,
y if we defineU will be a C°’ solution to
vanishing
inneighborhood
of(*)
and(**). Defining (as
in the case n =1)
we see that v satisfies all
requirements
of the theorem.5. - The
parabolic
case n =1.To motivate our
procedure,
we rederive Frank Jones’ result for theone dimensional heat
equation along
somewhat different lines. We wish to imitate theprocedure
followed in thehyperbolic
case. Webegin by
solving
the traditional initial valueproblem, prescribing
as initial datad(x),
thus
arriving
at the standard fundamental solutionG+(x, t),
withsupport
in t > 0. Our next
step
would be tomultiply G+ by
a cut-off functionT(t),
this time
choosing (p(t) equal
to onefor It
E andequal
to zerofor It
> 28.To
proceed
with theanalogy,
we then must look for theanalogue
ofG,
and
GR
withsupports
inneighborhoods
of thenegative
andpositive x
axisrespectively.
Such fundamental solutions do not exist asdistributions,
butthey
do existformally (see Ehrenpreis [l], p. 209)
where
6"1
is the i-th derivativeof 6(t)
and x+ = max(x, 0).
This « funda- mental solution » hassupport
in(x >- 0, t
=0)
and may beinterpreted
as afunctional in a space of functions
satisfying
aGevrey
condition of index 2 in t. A second « fundamental solution »having support
on(x ~ 0, t
=0),
may be obtained
by replacing
x+by
x_ - Let us hasten to addthat the existence of these
generalized
fundamental solutions isnothing
but a reformulation of the observation of
Holmgren [5]
to the effect that theCauchy problem
for the heatequation
in one space dimension can be solved ifCauchy
data in anappropriate Gevrey
class isprescribed
on thetaxis.
Digression
on the spacesy-5.
From the above discussion it becomes clear that we should choose the cut-off function99(t)
in anappropriate Gevrey
class. Instead we choose to work with a variation of
the ya
classes.(For
these spaces and their
properties
see Hormander[6],
p.146).
We say99(t)
EE
c 1~ belongs to y’o
if for every 8 > 0 there is a constantC~
such that
We
define y2 = t)
as the space of continuous functionst) belonging
for each x to
with
bounds uniformin x, and yy 6 = ’5(x, t)
the space of continuous functionsbelonging
for each x toyf(t)
with bounds uniform in x on bounded subsets of x-space. We shallalways pick
1c ~
2.We now come back to the
parabolic equation
where A is a one dimensional differential
operator
with constant coefficients of order m > 1.(The procedure
with somemodifications,
y also works withvariables coefficients
depending
on xonly).
We assume that thehighest
order term in A is of even order and has
positive
coefficients. Under these conditions L has a fundamental solutionG+
withsupport
in 00 which isanalytic
for t > 0. We nowproceed
with the construction of formal fun- damental solutionsanalogous
to the ones exhibited for the heatequation. Denoting by T,
we set(with G,
definedsimilarly),
where is theunique
solu-tion to
A i+1 a --- ~ (x)
withsupport
on 0153>O(0153:O).
Asimple computation
verifies that these are indeed
formal
fundamental solutions.As a convenience we shall
from
now onalways
choose 8 so that 0 8l.
Having
chosen the cut-off with = 0for t J ~ 2E
and= 1 for we choose E 000
equal
to one for x c -1 and zero forset
and notice that these functions
belong
toy~, (together
with all their x deri-vatives)
and have theirsupports
in the sets(respectively)
We would like to define
provided
we can attribute ameaning
to theseexpressions,
and thenproceed
as in the
hyperbolic
case.Formally,
x+l
For y
in a bounded intervalI,
we have the estimate(similarly
for a, and y0).
ForfR,L
we have the estimatewith a similar estimate
holding
for any finite number of x derivatives off replacing f.
An
application
ofStirling’s
formula now insures the absolute and uniform convergence of the seriesdefining UR L
in any finite interval I. Further- more, y the series may be differentiated withrespect
to x or t any number of times withoutaffecting
the convergence, thusjustifying
the hithertoformal relations
Setting v
=U R - U L
we see that Lv = 0 fort > 0, v
agrees withG+
for t 8 and vanishes for
t ~ 2E,
hence is our desired fundamentalsolution.
Let us note that an alternative to the use of
G, and GR
would have been toapply
Theorem 5.73 ofH6rmander[6].
However then the construction would notgeneralize
to variable coefficients(for n
=1).
6. - The
parabolic
case n > 1.If we assume that .L is
parabolic
in the sense thatbeing
theprincipal part
of A. Under these condi.tions there exists a fundamental solution
G(x, t)
withsupport
int > 0,
ana-lytic
in x and t for t > 0. We shall use thefollowing
Estimates
for
the standardf undamental
solution :where
h(x) ---> 0
faster than anynegative
power ofl0153l
asIxl
- oo, and whereC and K may
depend
onto
and tl . may be estimatedsimilarly
with C
replaced by Ck .
To see this we examine theproof (see
for ex.[3]
or
[4])
of the estimatevalid for
0 C to ~ t ~ t~,
and some h > 1. We notice that the same estimate holds forcomplex
t contained in a diskand 6
sufficiently small, depending
onto,
ti but not ont2.
Standard esti-mates for derivatives of
complex analytic
function thengive
the first esti-mate. The same
argument
can beapplied
toDfG, yielding
different con-stants.
We now
proceed
as before.Using Stirling’s
formula we see thatf(x, t)
=L(q(t)G)
satisfies an esti-mate
for
0 > 0,
withh(x) --> 0
faster than anynegative
power oflxl.
Using
the estimates fort)
and its derivatives stated in the firstpart
of section
4,
we see thatfw(s, t)
and each s derivativebelongs
toy’(,g, t), uniformly in
co. The same may be said forwhere
~( ~ )
is the same 000 cut-off function as in the case n = 1.The
operator
defined
(as
in section4) by
is
again parabolic, uniformly
withrespect
to OJ, and variessmoothy
with c~.We form
as in the case n = 1. The series involved will converge
absolutely
anduniformly
on bounded s intervals anduniformly
in OJ, and the same holdsfor the differentiated series. We use here the fact that because of the para-
bolicity assumption,
theoperator A.(D,,)
has itshighest
order coefficient bounded away from zero,uniformly
in c~, from which the estimate fora~,,L 1(s)
(analogous
to the one in section5)
can be madeuniform in
(o.The desired fundamental solution is then
We have thus
proved
THEOREM 3. Let L
= A(Dx) - alat
be aparabolic operator (as defined
earlier in this
section)
in Rn X(-
00 t(0).
Then 0 there existsa
fundamental
solution withsupport
in thestrip
0 t 8, which is Coo awacyf rom
theorigin.
The
following
theorem andcorollary
wereproved by
Frank Jones for the heatequation [7].
As heremarks,
theproof
remains valid for moregeneral parabolic equations having
fundamental solutions withsupport
in0 t s.
Applying
hisproof
to ouroperator
.L we obtainTHEOREM 4. Let L =
P(Dz) - alat
beparabolic
in the senseof
this sec-tion. Let
f belong
to and supposesupp f c Rn x [a, b).
Then thereexists u in such that Lu =
f
and supp u c Rn X[a, b].
COROLLARY. Let g be a continuous
f unction
on Rn and 8 > 0. Then there exists a continuousfunction u
on Ran X[0, (0)
such thatBIBLIOGRAPHY
[1]
L. EHRENPREIS, Fourieranalysis
in severalcomplex
variables, New York, N. Y.(1970).
[2]
H. O. FATTORINI - D. L. RUSSELL, Exactcontrollability
theoremsfor
linear para- bolicequations in
one space dimension, Archive Rat. Mech. Anal., 4 (1971),pp. 272-292.
[3]
A. FRIEDMAN, Generalizedfunctions
andpartial differential equations, Engle-
wood Cliffs, N. J. (1963).
[4]
I. M. GELFAND - G. E. SHILOV, Generalized Functions, vol. 3, Moscow(1958).
[5] E. HOLMGREN, Sur
l’équation
de lapropagation
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HÖRMANDER,
Linearpartial differential operators,
Academic Press Inc., NewYork,
N. Y.(1963).
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fundamental
solutionfor
the heatequation
which issupported
in a
strip,
J. Math.Analysis
andApplications,
60(1977),
pp. 314-324.[8] D. LUDWIG, The Radon
transform
on Euclidean spaces, Communications in Pure andApplied
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D. L. RUSSELL, Aunified boundary controllability theory for hyperbolic
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Studies inApplied
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T.SEIDMAN, Boundary
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the heatequation:
Dif-ferential games and control
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